The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 27, Number 3 (1956), 838-842.
Sufficient Statistics with Nuisance Parameters
Abstract
For some problems involving a parameter of interest and a nuisance parameter, it is possible to define a statistic sufficient for the parameter of interest. The definition has a number of applications in nonparametric theory. Two theorems are derived and used by way of illustration to prove that the sign test is a uniformly most powerful test for the nonparametric form of the single sample problem of location.
Article information
Source
Ann. Math. Statist. Volume 27, Number 3 (1956), 838-842.
Dates
First available in Project Euclid: 28 April 2007
Permanent link to this document
http://projecteuclid.org/euclid.aoms/1177728191
Digital Object Identifier
doi:10.1214/aoms/1177728191
Mathematical Reviews number (MathSciNet)
MR80411
Zentralblatt MATH identifier
0073.14904
JSTOR
links.jstor.org
Citation
Fraser, D. A. S. Sufficient Statistics with Nuisance Parameters. Ann. Math. Statist. 27 (1956), no. 3, 838--842. doi:10.1214/aoms/1177728191. http://projecteuclid.org/euclid.aoms/1177728191.
